+73.0%
LMT vs SCHG
+84.3%
-11.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -13.1% | -1.3% | -11.8% | -13.0% |
| 3M | -3.9% | +5.4% | -9.3% | -4.3% |
| 6M | -18.3% | +14.4% | -32.7% | -19.3% |
| YTD | +10.3% | +8.0% | +2.3% | +9.5% |
| 1Y | +14.2% | +12.7% | +1.5% | +12.9% |
| 3Y | +35.0% | +85.6% | -50.6% | +24.8% |
| All | +73.0% | +84.3% | -11.3% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling